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A novel decomposition-ensemble learning framework for multi-step ahead wind energy forecasting

2020; Elsevier BV; Volume: 216; Linguagem: Inglês

10.1016/j.energy.2020.119174

1873-6785

Ramon Gomes da Silva, Matheus Henrique Dal Molin Ribeiro, Sinvaldo Rodrigues Moreno, Viviana Cocco Mariani, Leandro dos Santos Coelho,

Grey System Theory Applications

Wind energy is one of the sources which is still in development in Brazil. However, it already represents 17% of the National Interconnected System. Due to the high level of uncertainty and fluctuations in wind speed, predicting wind energy with high accuracy is challenging. In this context, this paper proposes a novel decomposition-ensemble learning approach that combines Complete Ensemble Empirical Mode Decomposition (CEEMD) and Stacking-ensemble learning (STACK) based on Machine Learning algorithms to forecast the wind energy of a turbine in a wind farm at Parazinho city, Brazil, using multi-step-ahead forecasting strategy. The approached forecasting models were k-Nearest Neighbors, Partial Least Squares Regression, Ridge Regression, Support Vector Regression, and Cubist Regression. Additionally, Box-Cox transformation, correlation matrix, and principal component analysis were used to pre-process the data. The performance of the proposed forecasting models was evaluated by using three performance metrics: mean absolute error, mean absolute percentage error, and root mean square error, and the Diebold-Mariano statistical test to evaluate the forecasting error signals. The proposed models outperform the CEEMD, STACK, and single models in all forecasting horizons, with a performance improvement that ranges 0.06%–97.53%. Indeed, the decomposition-ensemble learning model is an efficient and accurate model for wind energy forecasting.